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DZ Bank Call 55 0B2 20.12.2024/  DE000DJ4FNX1  /

Frankfurt Zert./DZB
9/18/2024  6:04:49 PM Chg.+0.020 Bid6:10:18 PM Ask6:10:18 PM Underlying Strike price Expiration date Option type
1.570EUR +1.29% 1.580
Bid Size: 17,500		 1.660
Ask Size: 17,500		 BAWAG GROUP AG 55.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ4FNX
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 12/20/2024
Issue date: 7/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.45
Implied volatility: 0.52
Historic volatility: 0.25
Parity: 1.45
Time value: 0.20
Break-even: 71.50
Moneyness: 1.26
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 5.77%
Delta: 0.86
Theta: -0.03
Omega: 3.60
Rho: 0.11
 

Quote data

Open: 1.570
High: 1.640
Low: 1.570
Previous Close: 1.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.29%
1 Month  
+12.14%
3 Months  
+96.25%
YTD  
+685.00%
1 Year  
+823.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.520
1M High / 1M Low: 1.630 1.350
6M High / 6M Low: 1.630 0.430
High (YTD): 9/12/2024 1.630
Low (YTD): 1/17/2024 0.080
52W High: 9/12/2024 1.630
52W Low: 1/17/2024 0.080
Avg. price 1W:   1.584
Avg. volume 1W:   0.000
Avg. price 1M:   1.520
Avg. volume 1M:   0.000
Avg. price 6M:   0.988
Avg. volume 6M:   0.000
Avg. price 1Y:   0.594
Avg. volume 1Y:   0.000
Volatility 1M:   80.50%
Volatility 6M:   131.29%
Volatility 1Y:   180.65%
Volatility 3Y:   -